Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.554 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47483.24 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46088.27 Kr¶
PnL: ---------------------------------------> -800.3 Kr¶
DD now: ---------------------------------> -2.358 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-25 11:12:22.874324'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | -0.750000 | 2768.500000 | 132.500000 | 5.030000 | 2636.000010 |
| Beijer Electronics Group | 26 | -0.840000 | 3068.000000 | 97.000000 | 3.260000 | 2971.000006 |
| FM Mattsson Mora Group B | 50 | -3.230000 | 3000.000000 | 73.000000 | 2.490000 | 2927.000000 |
| SAAB B | 8 | 0.660000 | 3429.600000 | 52.600000 | 1.560000 | 3377.000000 |
| AcadeMedia | 12 | -1.980000 | 595.200000 | 38.200000 | 6.860000 | 557.000004 |
| MedCap | 2 | -0.220000 | 455.000000 | 34.000000 | 8.080000 | 421.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | -0.540000 | 388.800000 | 33.800000 | 9.520000 | 355.000000 |
| Corem Property Group B | 59 | -2.090000 | 609.470000 | 32.470000 | 5.630000 | 576.999999 |
| Resurs Holding | 22 | -1.160000 | 602.360000 | 28.360000 | 4.940000 | 573.999998 |
| Boozt | 12 | -0.990000 | 1680.000000 | 26.000000 | 1.570000 | 1653.999996 |
| Securitas B | 6 | -0.530000 | 585.480000 | 15.480000 | 2.720000 | 570.000000 |
| HMS Networks | 2 | -3.380000 | 686.800000 | 13.800000 | 2.050000 | 673.000000 |
| Eastnine | 4 | -0.470000 | 504.000000 | 13.000000 | 2.650000 | 491.000000 |
| Swedbank A | 3 | -0.800000 | 576.450000 | 12.450000 | 2.210000 | 564.000000 |
| Norva24 Group | 16 | -2.430000 | 552.640000 | 9.640000 | 1.780000 | 543.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -0.730000 | 571.200000 | 9.200000 | 1.640000 | 562.000005 |
| Coor Service Management Hold. | 8 | -0.890000 | 537.200000 | 5.200000 | 0.980000 | 532.000000 |
| OEM International B | 7 | -1.430000 | 531.300000 | 3.300000 | 0.630000 | 527.999997 |
| Intrum | 4 | -2.790000 | 530.200000 | 3.200000 | 0.610000 | 527.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.480000 | 249.120000 | 3.120000 | 1.270000 | 246.000000 |
| Karnov Group | 9 | -0.660000 | 539.100000 | 3.100000 | 0.580000 | 536.000004 |
| Creaspac SPAC | 6 | 0.000000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Handelsbanken A | 5 | -1.230000 | 541.000000 | -5.000000 | -0.920000 | 546.000000 |
| Nordea Bank Abp | 29 | -0.390000 | 3441.140000 | -12.860000 | -0.370000 | 3453.999992 |
| Essity B | 2 | -0.140000 | 559.800000 | -14.200000 | -2.470000 | 574.000000 |
| Midsona B | 63 | -1.760000 | 563.850000 | -19.150000 | -3.280000 | 582.999984 |
| CTEK | 13 | -1.710000 | 508.560000 | -25.440000 | -4.760000 | 533.999999 |
| Essity A | 4 | -0.880000 | 1120.000000 | -29.000000 | -2.520000 | 1149.000000 |
| International Petroleum Corp. | 5 | -1.340000 | 550.500000 | -44.070000 | -7.410000 | 594.565215 |
| Vivesto | 1368 | 0.750000 | 551.300000 | -61.700000 | -10.070000 | 612.999432 |
| Sampo Oyj SDB | 7 | -1.290000 | 3759.000000 | -91.000000 | -2.360000 | 3850.000000 |
| Axfood | 13 | 0.760000 | 3610.100000 | -145.900000 | -3.880000 | 3756.000001 |
| Fasadgruppen Group | 35 | 1.760000 | 3640.000000 | -171.000000 | -4.490000 | 3810.999990 |
| OX2 | 18 | -2.300000 | 1414.800000 | -249.200000 | -14.980000 | 1663.999992 |
| Ovzon | 52 | -2.540000 | 2792.400000 | -569.600000 | -16.940000 | 3361.999992 |
| TOTAL | 46088.270000 | -800.300000 | -2.35791% | 46888.564618 |
Updated:¶
'2023-01-25 11:12:35.707387'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
